Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

In this paper, we consider the problem of testing for a parameter change using the cusum test based on one-step estimators in diffusion processes. It is shown that under regularity conditions the cusum test statistic has the limiting distribution of a functional of Brownian bridge.     

自由亚交换群的直积的检验元素

设Sri(i=1,2,…,n)为秩ri的自由亚交换群,G=Sr1×Sr2…×Srn为自由亚交换群的直积,本文证明了G有检验元素的充分必要条件为ri=2(i=1,2,…,n)．同时,还证明了g=(g1,g2,…,gn)为G的检验元素的充分必要条件是:gi∈S′2-1(i= 1,2,…,n),且{g1,g2,…,gn}为独立集．此外,我们给出了一类具体的检验元素．     

一种单因子异方差模型的分析方法

本文提出了一种单因子异方差模型,导出这种异方差分析方法,并给出了模型中均值与方差的估计.通过对仿真和数字化设计模型数据进行检验,结果表明,采用此方法比传统方法更有效.     

具有ARIMA(0,1,0)误差的非线性模型的异方差检验

本文讨论随机误差是 ARIMA( 0 ,1 ,0 )序列的非线性回归模型的异方差检验问题 .首先导出了检验的 score统计量 ,然后利用参数的正交变换 ,得到了调整的 score统计量 .最后 ,利用氯化物数据 ( Bates &Watts,1 988)说明了检验方法的应用     

单侧检验的局限性及其解决方法

根据单侧检验的思想方法,揭示了单侧检验的局限性,给出了识别局限性的两个命题,并提出了对于这种局限性的解决方法。     

小型自准直式光电传感器性能测试系统

为标定小型实心转子静电陀螺仪用自准直式光电传感器的性能，设计了一个专用的性能测试系统。传感器性能测试表明，被测小型自准直式光电传感器的分辨率优于1^#，传感器性能测试系统满足使用要求。     

Influence of the presence of a partially saturated layer on the interpretation in field permeability tests

This paper concerns the determination of the soil permeability from water tests performed in the proximity of a partially saturated layer. The objective of the study is the determination of the influence of the presence of a partially saturated zone on the shape factor. The latter is a key parameter for the interpretation of soil permeability from in situ tests. The paper is composed of three parts. The first part describes the water test generally used in the measurement of the permeability in saturated soils, and we discuss difficulties of its use in the presence of unsaturated soils. The second part includes the numerical model used to study the flow of water in partially saturated soils. The last part involves a study of the influence of the presence of a partially saturated soil on the interpretation of the water test.     

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??Leverage effect often arises in many fields,such as financial risk management, portfolio and option pricing. However,it still remains to be studied that whether there is leverage effect or not in real data. Based on local polynomial regression estimation and Kolmogorov-Smirnov nonparametric test, this paper introduces a new nonparametric test statistic for the leverage effect, and some asymptotic properties are also presented. Simulation studies show that the proposed method performs well. Finally, empirical studies on SP500 index and Microsoft data imply that leverage effect exists in the real data, which is consistent with the idea in finance.     

Sphericity Test for High Dimensional Data Based on Random Matrix Theory

In this article we study test of sphericity for high-dimensional covariance matrix in the general population based on random matrix theory. When the sample size is less than data dimension, the classical likelihood ratio test has poor performance for test of sphericity. Thus, we propose a new statistic for test of sphericity by using the higher moments of spectral distribution of the sample covariance matrix, and derive the asymptotic distribution of the statistic under the null hypothesis. Simulation results show that the proposed statistics can effectively improve the power of the test of sphericity for high dimensional data, and have especially significant effects for Spiked model, on the basis of controlling the type-one error probability.     

中草药猫人参与其同科同属植物的光谱分析与鉴别

本文用紫外光谱和荧光光谱等方法对猫人参与其同科同属的木天蓼、藤梨根进行了分析与鉴别。结果表明 :在 2 54nm紫外灯下 ,猫人参水溶液几无荧光 ,而木天蓼、藤梨根水溶液均显较强荧光 ;三种药材提取液的紫外光谱和荧光光谱存在明显差别。